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Knowledge library

Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.

Quant Q&A
20,364 documents
SuperMind
12,226 documents
OKX Learn
8,431 documents
Strategy library
7,910 documents
MQL5 code base
7,090 documents
BigQuant
3,481 documents
Bitget Academy
3,298 documents
MQL5 articles
3,012 documents
TradingView scripts
1,976 documents
ProRealCode
1,507 documents
Deribit Insights
1,232 documents
Machine Learning for Trading
1,124 documents
arXiv papers
1,033 documents
Amberdata research
766 documents
FMZ forum
682 documents
FMZ digest
662 documents
vn.py community
560 documents
QuantInsti blog
511 documents
Galaxy Research
340 documents
QuantStart
246 documents
Stratmill research code
219 documents
Robot Wealth
195 documents
NautilusTrader
191 documents
Hummingbot docs
181 documents
Paradigm research
175 documents
Lumibot
164 documents
Kraken Learn
163 documents
Quant course library
157 documents
OctoBot
152 documents
Cryptohopper blog
144 documents
Systematic trading blog (Rob Carver)
132 documents
Qlib
116 documents
TqSdk
86 documents
Quantpedia
86 documents
Hyperliquid docs
79 documents
Freqtrade
68 documents
Hudson & Thames
62 documents
Awesome Systematic Trading
61 documents
backtrader
54 documents
vn.py
50 documents
Binance API docs
45 documents
Quantopian lectures
45 documents
FMZ guides
38 documents
pysystemtrade
34 documents
Freqtrade docs
32 documents
quant-trading
31 documents
FinRL
28 documents
Zipline
22 documents
FMZ live strategies
21 documents
Jesse
17 documents
pyfolio
16 documents
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

12,140 documents

SuperMind

This Chinese-language post proposes a short-term stock screen combining turnover between 3% and 12%, a reversal or engulfing-style pattern, and auction-period buying attributed to large and very large orders. The stated flow threshold is more than 0.7…

EquitiesMomentumMarket microstructureSentiment
ProRealCode

The document explains the Volume Flow Indicator (VFI), a volume-based measure described as a modified form of On Balance Volume. It uses typical price rather than the close, applies a volatility threshold so small price changes do not count as directional…

Technical indicatorsMomentumStatisticsBacktesting
SuperMind

This Chinese-language post proposes screening stocks in the metaverse sector when KDJ has just crossed upward and a rounded chart pattern is present. It limits selection to before 10:00 on each trading day and says eligible stocks are intended for same-day…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

This stock-selection screen combines a price-movement condition, a small-company size limit, positive net profit, and an upward weekly trend condition described as crossing above a 30-week moving average. The article presents the combination as a way to find…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock selection idea combines three filters: at least five moving averages clustered together, a newly formed KDJ bullish crossover, and 2021 revenue more than 1.1 times 2018 revenue. The author interprets clustered averages as a sign of relatively…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equity screening note selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and MACD above its zero line. It presents the pattern as a way to identify shares with possible short-term downside while retaining…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

This document presents two long-only trading systems built around the idea that price moves may continue when short-term momentum and average range accelerate relative to longer-term measures, while price direction agrees with a rising short moving average.…

ForexMomentumVolatilityTrend following
Freqtrade

Quickie is a five-minute long-only strategy designed to enter and exit trades quickly while limiting losses with a preset stop. Its entry rule combines an ADX threshold, a rising nine-period TEMA below the Bollinger middle band, and a close below the…

MomentumTechnical indicatorsRisk management
SuperMind

This Chinese equity screening proposal combines a positive MACD reading, an upward moving-average condition, and a newly formed bullish KDJ crossover. The post interprets these conditions as signs of positive direction and momentum. It supplies indicator…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese equity screen selects stocks with a daily trading range above 1%, a ten-day price gain above zero but below 35%, and no limit-up close on the previous day. The stated rationale is to find shares showing some recent movement and positive momentum…

EquitiesChina marketsMomentumVolatility
SuperMind

This Chinese equity screening proposal selects stocks with turnover between 3% and 12%, at least one limit-up move during the previous 25 days, and a positive weekly histogram condition. The accompanying explanation treats turnover as a measure of trading…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This document describes a short-term Chinese stock screen combining a metaverse industry classification, a rounded or arc-shaped chart pattern, and a requirement that the stock was not limit-up on the prior day. It adds a minimum listing history of six…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document explains an extended Stochastic Oscillator, which compares a security’s close with its recent price range. It describes the usual interpretation: closes near the high may occur during upward trends, while closes near the low may occur during…

Technical indicatorsMomentum
SuperMind

The proposed Chinese equity screen combines intraday price amplitude, pre-open auction price movement and large-order buying with a historical dividend-ratio filter. It describes selecting candidates during the ten minutes before the open, excluding limit-up…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock-selection approach combines a reported buying-activity measure with valuation limits and an upward-sloping 30-day average. It targets Shenzhen main-board shares whose price-to-earnings and price-to-book ratios fall within stated ranges. The…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This description explains a signal indicator that displays current trend information derived from the Differential Average indicator at a fixed timeframe. It represents signals with a colored cloud and places colored points on the lines when a bar in the…

Technical indicatorsMomentum
SuperMind

This note presents an A-share stock selection rule that combines turnover between 3% and 12%, a newly formed KDJ golden cross, and positive large-order net inflow in the afternoon. The author frames these conditions as proxies for liquidity, a possible…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This post presents a technical stock screen that selects shares with amplitude above 1, prior-day actual turnover between 3% and 28%, and an upward-trending 30-day moving average. It frames the conditions as a combination of price movement, market…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post outlines a Chinese A-share stock screen combining three conditions: rank stocks among the top 100 by volume ratio, look for a Bollinger Band pattern described as contraction or expansion, and require at least two limit-up sessions within ten days.…

EquitiesChina marketsMomentumBreakout
SuperMind

This daily stock screen selects shares whose MACD histogram is above zero and whose 30-day moving average is rising, then ranks qualifying shares by a measure of market attention. The document explains MACD using standard exponential averages and includes a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed A-share screen selects stocks whose intraday range exceeds 1, whose price is above its five-day moving average, whose current volume exceeds 10,000 lots, and whose opening price is above the prior close. The article presents the range and…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen combines a capital-inflow measure with two trend filters. It selects A-shares when the day’s increase in holdings exceeds 5%, weekly MACD is above zero, and the 20-day moving average is above the 120-day moving average. The article…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The article presents a Chinese equity screening idea that combines three conditions: MACD above its zero line, a price-change and large-order-flow measure, and the 20-day moving average above the 120-day moving average. It frames the combination as a way to…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

The document describes a MetaTrader 5 expert advisor that combines filtered momentum entries with a grid and hedge recovery system. Its entry rules use a Z-score, multi-timeframe trend alignment, a zero-line crossover, and a minimum slope; an overextension…

Technical indicatorsMomentumGrid tradingRisk management